White Paper – Sep 22, 2020

A Visual Analysis of the LIBOR Transition

GET YOUR FREE EBOOK! EXPERT INSIGHTS, KNOWLEDGE AND RESEARCH ON THE LIBOR TRANSITION The onset of the COVID-19 pandemic in the spring of 2020 caused severe market volatility globally, which complicated the transition of LIBOR to alternative... Read More

Featured LIBOR Transition and Multi-Curve Pricing Research & Insights

White Paper – Sep 4, 2020
White paper | LIBOR Transition Readiness: The Current Narrative

Results of a Numerix Global Survey on the LIBOR Transition

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White Paper – Jun 18, 2020
White paper | Exploring How AI Can Help Address Contract Challenges During the LIBOR Transition

In this white paper, Numerix Chief Strategy Officer and EVP of Client Services, Satyam Kancharla, and Gary Mandelblatt from NextGen Strategic Advisors, provide an assessment of the key challenges associated with renegotiating the millions of contracts tha

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White Paper – May 30, 2020
White paper | The LIBOR Countdown: Focusing on Derivatives and the Impact of COVID-19

In this white paper, Ping Sun, Senior Vice President, Financial Engineering, shares responses to several of the key questions posed in the webinar on the LIBOR transition titled Spotlight on Derivatives as part of its LIBOR Countdown webinar series, and s

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On-Demand Webinar – May 28, 2020
GARP On-Demand Webinar | Transitioning LIBOR in the Context of COVID-19

Webinar On-Demand

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Fast Track Course – Apr 28, 2020
Content Collection | Numerix MasterClass: LIBOR Reform

Join our world-class experts as they become your instructors in this LIBOR MasterClass.

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On-Demand Webinar – Apr 9, 2020
The LIBOR Transition: Impact of SOFR Switch on Swaptions

Webinar 04/09, 10am EDT

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On-Demand Webinar – Apr 1, 2020
Risk.net On-Demand Webinar | LIBOR Countdown: Spotlight on Derivatives

This webinar examined the pros and cons of swaps fallback language, the case for pre-cessation triggers, as well as preparing for SOFR/ESTR discounting.

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On-Demand Webinar – Mar 12, 2020
The LIBOR Transition: Fallback Curve Analysis

Numerix On-Demand Solution Webinar

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Analyst Report – Apr 1, 2020
LIBOR Risk Q1 2020 | Risk Magazine Quarterly Report

In this research paper, Andrew McClelland PhD and Financial Engineering specialist at Numerix, examines the differences between risk-neutral dynamics and real-world dynamics, and the important role of risk premia.

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LIBOR Risk Q1 2020
New Risk.net Libor Risk Report
This first quarter edition of a new Risk.net Libor Risk report addresses a number of the hot button issues and challenges that are defining the dynamics of the LIBOR transition. A series of articles and commentaries...
Analyst Report
White paper | Analyzing the Market Impact of SOFR Discounting
Two years in, the transition toward SOFR has seen several milestones crossed, with 2019 in particular seeing a strong acceleration in SOFR usage. With all the SOFR trading activity that has taken place thus far, the picture is solidifying over how...
White Paper
On-Demand Webinar | Risk.net and Numerix: Transitioning to a Post-LIBOR World
Transitioning to a post-LIBOR world: How to manage risks and seize opportunities in a changing environment
Libor is a cornerstone of today’s financial industry, underpinning an estimated $350 trillion in contracts. The size, scale and scope of Libor...
On-Demand Webinar
Preparing for a World Without LIBOR: Where Are We Now?
On-Demand Webinar | Preparing for a World Without LIBOR: Where Are We Now?
Preparing for a World Without LIBOR: Where Are We Now?
There’s been a lot of discussion in the capital markets world about the anticipated end of LIBOR and the ensuing far-reaching implications. On Wed, November 28th at 10 AM EST Liang Wu, Vice...
On-Demand Webinar
The Market Impact of SOFR Discounting: What We Know So Far

Just about three years ago, the capital markets industry started preparations for the transition to alternative reference rates when it was announced in July 2017 that LIBOR would be phased out by the end of 2021. A month earlier in that same year...
Written Blog
On-Demand Webinar | Dawn of Alternative Reference Rates: Curve Construction Fundamentals
Dawn of Alternative Reference Rates: Curve Construction Fundamentals
In the financial markets, curve construction is a fundamental component to everything from pricing and risk management to accounting. As new alternative reference rates, also known...
On-Demand Webinar
On-Demand Webinar | Preparing for the Switch to SOFR Discounting
Preparing for the Switch to SOFR Discounting
It’s been reported that both LCH SwapClear and CME Clearing will be shifting discounting of US interest rate derivatives to the new U.S. secured overnight financing rate, or SOFR in 2020. Switching from...
On-Demand Webinar
On-Demand Webinar | SOFR Status Check - Understanding the New U.S. LIBOR Alternative Rate
SOFR Status Check - Understanding the New U.S. LIBOR Alternative Rate
Next in our three-part webinar series examining the LIBOR transition, on Wednesday, December 12th at 10 AM EST, Dr. Ping Sun, PhD Senior Vice President, Financial Engineering at...
On-Demand Webinar
White paper | LIBOR Will Not Transition Quietly: What You Need to Know Now
Entrenched in the markets since 1986, LIBOR is currently tied to approximately $400 trillion of financial contracts for derivatives, bonds, mortgages, and retail and commercial loans. Because of its huge embeddedness in the capital markets, the...
White Paper
Slide Presentation | Dawn of Alternative Reference Rates: Curve Construction Fundamentals
Presented at the Libor Summit USA | November 2019
This presentation entitled “Dawn of Alternative Reference Rates: Curve Construction Fundamentals” was given by Ping Sun of Numerix at the Libor Summit USA in New York City on November 7th.
The...
Conference Presentation

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